A robust, extensible crypto algorithmic trading bot written in Go, designed for both backtesting and live trading.
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Exchange Integration
- Modular exchange abstraction (currently supports Wallex)
- Easily extendable to support additional exchanges
- Websocket integration for real-time market data
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Advanced Candle Management
- Real-time candle ingestion from exchange data
- Automatic candle aggregation (1m → 5m → 15m → 30m → 1h → 4h → 1d)
- Historical data backfill (up to 2 years)
- Efficient storage in PostgreSQL/TimescaleDB
- Optimized for high-frequency updates and queries
- Clear distinction between raw and constructed candles
- Comprehensive source tracking and validation
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Technical Analysis
- Comprehensive technical indicators:
- Moving Averages (SMA, EMA)
- Oscillators (RSI, Stochastic)
- Trend indicators (MACD, Bollinger Bands, ATR)
- Candlestick pattern detection (Doji, Engulfing, Hammer, Morning/Evening Star)
- Price action analysis
- Comprehensive technical indicators:
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Strategy Engine
- Modular strategy implementation
- Composite strategies (combining multiple indicators)
- Configurable risk management parameters
- Strategy-specific timeframe selection
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Position Management
- Sophisticated position tracking and management
- Trade statistics and performance metrics
- Automatic position sizing based on risk parameters
- Support for both long and short positions
- Trailing stop implementation with configurable parameters
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Order Management
- Market and limit orders
- Stop-loss and take-profit functionality
- Trailing stops
- Order tracking and management
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Risk Management
- Per-trade risk calculation
- Stop-loss automation
- Maximum daily loss limits
- Position sizing based on risk percentage
- Strategy-specific risk parameters
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Backtesting
- Historical performance analysis
- Realistic simulation with slippage and commission
- Equity curve generation
- Detailed trade logs
- Performance metrics (win rate, profit factor, Sharpe ratio, expectancy)
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Operational Features
- Telegram notifications for trades and system events
- Event journaling and state persistence
- Graceful shutdown and recovery
- Comprehensive error handling and retry mechanisms
cmd/
main.go # Main entry point with CLI options
internal/
candle/ # Candle aggregation, storage, retrieval
candle.go # Core candle types and interfaces
ingestion.go # Real-time candle ingestion system
config/
config.go # Configuration management
db/
db.go # Database interface
postgres.go # PostgreSQL/TimescaleDB implementation
exchange/
exchange.go # Exchange interface
wallex.go # Wallex exchange implementation
websocket.go # Websocket client for real-time data
indicator/
indicator.go # Base indicator interface
sma.go, ema.go # Moving average implementations
rsi.go # Relative Strength Index
macd.go # Moving Average Convergence Divergence
bollinger.go # Bollinger Bands
atr.go # Average True Range
stochastic.go # Stochastic Oscillator
pattern/
pattern.go # Pattern detection interface
doji.go # Doji pattern detection
engulfing.go # Bullish/Bearish Engulfing patterns
hammer.go # Hammer/Hanging Man patterns
morning_evening_star.go # Morning/Evening Star patterns
position/
position.go # Position management system
strategy/
strategy.go # Strategy interface
sma.go # Simple Moving Average strategy
ema.go # Exponential Moving Average strategy
rsi.go # RSI strategy
rsi_obos.go # RSI Overbought/Oversold strategy
macd.go # MACD strategy
composite.go # Composite strategy
order/
order.go # Order types and management
market/
market.go # Market data structures (orderbook, ticks)
notifier/
notifier.go # Notification interface
telegram.go # Telegram implementation
journal/
journal.go # Event journaling
state/
state.go # State persistence
utils/
log.go # Logging utilities
scripts/
schema.sql # Database schema
wallex-go/ # Wallex API client
- Go 1.24 or higher
- PostgreSQL with TimescaleDB extension
- Wallex API credentials (for live trading)
- Telegram bot token (optional, for notifications)
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Clone the repository:
git clone https://github.com/amirphl/simple-trader.git cd simple-trader -
Install dependencies:
go mod download
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Set up the database:
psql -U your_user -d your_database -f scripts/schema.sql
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Build the application:
go build -o simple-trader ./cmd
Simple Trader can be configured via command-line flags or a YAML configuration file:
wallex_api_key: "your-api-key"
db_conn_str: "postgres://user:password@localhost:5432/simple_trader?sslmode=disable"
db_max_open: 10
db_max_idle: 5
mode: "live" # or "backtest"
symbols: ["BTCIRT", "ETHIRT"]
strategies: ["rsi", "macd"]
risk_percent: 1.0
stop_loss_percent: 2.0
trailing_stop_percent: 0.5
take_profit_percent: 3.0
max_daily_loss: 100.0
limit_spread: 0.1
order_type: "market" # or "limit", "stop-limit", "oco"
notification_retries: 3
notification_delay: 5s
risk_map:
rsi: { risk_percent: 1.0, stop_loss_percent: 2.0, trailing_stop_percent: 0.5 }
macd: { risk_percent: 0.5, stop_loss_percent: 1.5, trailing_stop_percent: 0.2 }
slippage_percent: 0.05
commission_percent: 0.1
telegram_token: "your-telegram-bot-token"
telegram_chat_id: "your-chat-id"./simple-trader -mode live -symbols btc-usdt,eth-usdt -strategies rsi,macd -risk-percent 1.0 -stop-loss-percent 2.0Or with a config file:
./simple-trader -config config.yaml./simple-trader -mode backtest -symbols btc-usdt -strategies rsi -from 2023-01-01 -to 2023-12-31The system features a sophisticated position management system:
- Risk-Based Sizing: Automatically calculates position size based on risk parameters
- Stop-Loss Management: Implements fixed and trailing stops
- Take-Profit Targets: Configurable take-profit levels
- Performance Tracking: Calculates key metrics like win rate, profit factor, and Sharpe ratio
- Strategy-Specific Parameters: Different risk parameters for each strategy
- Daily Loss Limits: Automatically disables trading when daily loss threshold is reached
The system implements a comprehensive set of technical indicators:
- Moving Averages: Simple Moving Average (SMA), Exponential Moving Average (EMA)
- Oscillators: Relative Strength Index (RSI), Stochastic Oscillator
- Trend Indicators: Moving Average Convergence Divergence (MACD), Bollinger Bands, Average True Range (ATR)
The system includes detection for common candlestick patterns:
- Doji: Identifies indecision in the market
- Engulfing: Detects bullish and bearish engulfing patterns
- Hammer/Hanging Man: Identifies potential reversals
- Morning/Evening Star: Detects complex reversal patterns
- Backtest mode:
- Prints the equity curve (cumulative PnL after each trade) as a list.
- Prints a trade log with entry/exit price, timestamps, and PnL for each trade.
- Live mode:
- Prints the live equity curve and trade log after each trade close.
This helps you visualize performance and audit every trade.
The system features a comprehensive candle ingestion and storage system:
- Raw 1m Candle Storage: Efficient storage of raw 1-minute candles from exchanges
- Intelligent Aggregation: Real-time aggregation to higher timeframes (5m, 15m, 30m, 1h, 4h, 1d)
- Constructed Candle Management: Clear distinction between raw exchange data and constructed (aggregated) candles
- Source Tracking: Support for multiple data sources with proper source attribution
- Gap Detection: Identifies and fills missing candle data
- Efficient Storage: Optimized for time-series data with TimescaleDB
- Performance Optimizations: Batch processing, caching, and optimized queries
For detailed information, see CANDLE_INGESTION_AND_STORAGE.md.
- Project scaffolding
- Exchange abstraction
- Candle aggregation/storage
- Indicator/pattern engine
- Strategy engine
- Position management
- Order/trade/market management
- Event journaling/state persistence
- Notification integration
- Web interface for monitoring
- Machine learning integration
- Portfolio management
- Multi-exchange arbitrage
Contributions are welcome! Please feel free to submit a Pull Request.
This project is licensed under the MIT License - see the LICENSE file for details.
- TimescaleDB for time-series database optimization
- Wallex Exchange for API access